Let's start off with one simple statement. Little Cigars and Filtered Cigars are NOT the same thing, and the words are not interchangeable. Little Cigars are considered to be much closer in flavor and draw to traditional Cigarettes and therefore come with a heftier price tag. Filtered Cigars on the other hand are closer related to traditional Cigars. They are not meant to be inhaled like cigarettes but instead smoked similarly to Premium Cigars.
Filtered Cigars offer a closer smoking experience to traditional Premium Cigars.
Little Cigars offer a similar draw and feel to Cigarettes.
The Tobacco used in Little Cigars can be aged or fermented to imbue the many flavors. Cigarettes on the other hand contain blends of tobaccos that give them the particular flavors and are not aged or fermented. Other than that there are few differences. The filters can be similar and the paper the tobacco is wrapped in can be similar as well.

Cigarillo translated from Spanish as "little cigar". Cigarillos are essentially cigars little in size. Another known name for cigarillos is "Seven Minute Cigar".
Usually cigarillos are machine made and sometimes may be filtered. The main difference from a cigarette is that cigarillo is not supposed to be inhaled. It also contains roughly 3 times more tobacco than a cigarette. Unlike cigarettes they are normally wrapped in a tobacco leaf.

Blunt is a type of cigars sized between cigarillos and Coronas.
Blunts were called such in 19th century due to their rounded tip as opposed to other cigars with a pointed tip.
Blunts may be wrapped with a thick outer leaf made either from tobacco or paper.

*If you buy any 6 or more Captain Black Cigars, you will get 3 Boxes of 25 individually wrapped single cigars for free. Cigars are limited to one box of each flavor. Limited time offer. One offer per customer. Subject to availability.

Machine rolled or machine made cigars are manufactured by machines. Machine rolled cigars are typically cheaper than those rolled by hand.
The filler in machine rolled cigars may be not fully made of tobacco. The filler is usually shorter and may contain paper and chemicals.
While the quality of machine made cigars is typically inferior to those hand rolled, they deliver a good puffing experience at a very affordable price.